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# Quantitative Developer

- **Company:** Delmar Nord
- **Location:** United States
- **Contract:** Permanent contract
- **Skills:** Data Analysis, C++ (Programming Language), Data Integrity, Data Structures, Python (Programming Language), Object-Oriented Software Development, High Performance Computing, Information Technology, Low Latency
- **Published:** October 7, 2026
- **Apply:** https://www.thejobnetwork.com/job/b64483fd-8dcd-47d4-ad50-bad409d6f1a2/quantitative-developer

## About the Role

Candidates should have a bachelor's, master's, or PhD in Computer Science, Mathematics, Engineering, Physics, or a related quantitative field, along with strong software engineering fundamentals and fluency in C++ and/or Python. Experience in a low-latency, high-performance computing environment is valued, as is a solid grounding in data structures, algorithms, and object-oriented design. Prior experience at a hedge fund, prop trading firm, or other quantitative finance environment is a plus, though strong candidates from adjacent high-performance industries (e.g., tech, HFT-adjacent engineering) will also be considered. Strong communication skills and the ability to work closely with both researchers and engineers round out the ideal profile.

## Description

The Quantitative Developer will design, build, and maintain high-performance systems used for research, trading, and risk analysis. This includes developing and optimizing pricing, signal generation, and execution infrastructure; collaborating closely with quantitative researchers and portfolio managers to implement and productionize models; building tools and libraries to support backtesting, data analysis, and strategy development; working with large, complex datasets to ensure data integrity, performance, and scalability; and contributing to the design of core platform architecture used across trading teams.